PREVIEW / futures_5min / 2015-08-20

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-08-20.parquet
  size:    258 KB
  rows:    14,428

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2015-08-20 00:00:00	ES	Futures	2211.19	2211.72	2210.93	2211.19	241.0
2015-08-20 00:05:00	ES	Futures	2211.46	2211.46	2210.66	2211.46	242.0
2015-08-20 00:10:00	ES	Futures	2211.46	2211.46	2211.19	2211.46	78.0
2015-08-20 00:15:00	ES	Futures	2211.46	2211.46	2210.66	2211.19	255.0
2015-08-20 00:20:00	ES	Futures	2210.93	2211.19	2210.93	2211.19	99.0
2015-08-20 00:25:00	ES	Futures	2211.19	2211.19	2210.39	2210.39	225.0
2015-08-20 00:30:00	ES	Futures	2210.39	2211.46	2210.13	2211.19	478.0
2015-08-20 00:35:00	ES	Futures	2211.46	2212.26	2211.19	2211.46	694.0
2015-08-20 00:40:00	ES	Futures	2211.72	2212.26	2211.72	2212.26	416.0
2015-08-20 00:45:00	ES	Futures	2211.99	2212.79	2211.72	2211.72	703.0
2015-08-20 00:50:00	ES	Futures	2211.72	2211.72	2210.66	2210.66	538.0
2015-08-20 00:55:00	ES	Futures	2210.93	2210.93	2210.66	2210.93	145.0
2015-08-20 01:00:00	ES	Futures	2210.93	2211.19	2208.53	2209.06	1123.0
2015-08-20 01:05:00	ES	Futures	2209.06	2210.66	2209.06	2210.39	1036.0
2015-08-20 01:10:00	ES	Futures	2210.39	2210.39	2209.86	2209.86	176.0
2015-08-20 01:15:00	ES	Futures	2210.13	2210.13	2208.8	2209.06	724.0
2015-08-20 01:20:00	ES	Futures	2208.8	2209.33	2207.73	2208.26	553.0
2015-08-20 01:25:00	ES	Futures	2208.53	2209.06	2207.73	2208.26	556.0
2015-08-20 01:30:00	ES	Futures	2208.26	2209.06	2208.0	2209.06	556.0
2015-08-20 01:35:00	ES	Futures	2209.33	2210.13	2209.06	2209.33	423.0
2015-08-20 01:40:00	ES	Futures	2209.33	2209.86	2208.53	2208.53	277.0
2015-08-20 01:45:00	ES	Futures	2208.53	2209.33	2208.26	2209.06	340.0
2015-08-20 01:50:00	ES	Futures	2208.8	2209.06	2208.0	2208.26	251.0
2015-08-20 01:55:00	ES	Futures	2208.53	2208.53	2207.46	2207.73	328.0
2015-08-20 02:00:00	ES	Futures	2207.46	2208.26	2205.87	2208.0	1792.0
2015-08-20 02:05:00	ES	Futures	2208.0	2208.0	2204.8	2205.6	2320.0
2015-08-20 02:10:00	ES	Futures	2205.87	2206.67	2205.6	2206.13	1069.0
2015-08-20 02:15:00	ES	Futures	2206.13	2206.4	2203.2	2203.74	1870.0
2015-08-20 02:20:00	ES	Futures	2204.0	2204.27	2201.34	2203.2	3591.0
2015-08-20 02:25:00	ES	Futures	2203.2	2204.0	2202.67	2203.74	782.0
2015-08-20 02:30:00	ES	Futures	2203.74	2204.0	2203.47	2204.0	401.0
2015-08-20 02:35:00	ES	Futures	2204.0	2205.6	2204.0	2205.6	1141.0
2015-08-20 02:40:00	ES	Futures	2205.6	2206.67	2205.6	2206.4	794.0
2015-08-20 02:45:00	ES	Futures	2206.13	2206.13	2203.74	2204.0	1509.0
2015-08-20 02:50:00	ES	Futures	2204.0	2205.33	2202.67	2202.94	1688.0
2015-08-20 02:55:00	ES	Futures	2203.2	2204.8	2202.94	2203.47	1199.0
2015-08-20 03:00:00	ES	Futures	2203.47	2206.67	2203.2	2206.67	3340.0
2015-08-20 03:05:00	ES	Futures	2206.93	2207.2	2204.54	2205.07	2756.0
2015-08-20 03:10:00	ES	Futures	2205.07	2205.6	2201.87	2202.14	3183.0
2015-08-20 03:15:00	ES	Futures	2202.14	2203.74	2202.14	2203.47	3068.0
2015-08-20 03:20:00	ES	Futures	2203.47	2204.0	2202.41	2203.2	1987.0
2015-08-20 03:25:00	ES	Futures	2203.47	2205.6	2203.47	2205.33	2501.0
2015-08-20 03:30:00	ES	Futures	2205.33	2205.33	2204.0	2204.27	2575.0
2015-08-20 03:35:00	ES	Futures	2204.0	2204.27	2203.2	2204.0	1870.0
2015-08-20 03:40:00	ES	Futures	2204.0	2205.07	2202.94	2203.47	2350.0
2015-08-20 03:45:00	ES	Futures	2203.47	2203.74	2202.14	2203.2	2331.0
2015-08-20 03:50:00	ES	Futures	2203.2	2203.47	2202.41	2202.67	1480.0
2015-08-20 03:55:00	ES	Futures	2202.67	2202.94	2200.01	2200.81	4579.0
2015-08-20 04:00:00	ES	Futures	2201.07	2201.87	2200.01	2201.87	2112.0
2015-08-20 04:05:00	ES	Futures	2201.61	2202.14	2201.07	2201.87	1409.0

> showing 50 of 14,428 rows — these rows as CSV

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